My mom is hesitant to let me get puffers because she thinks that the bloodworms will stink up the freezer. I don't remember them doing that, but I'm not sure.
Never noticed any odor. I used to buy them in packs of little frozen cubes in sealed plastic blisters on a card. Just pop out one when needed. Sealed in there, no odor. I've not bought any for a number of yaers, but I imagine nothing has changed. Keep them inside a ziplock freezer bag to keep everything contained as possible, if you want to be absolutely clean about it.